The following correction was printed in the Guardian's Corrections and clarifications column, Monday 21 December 2009

This interview with comedian and musician Bill Bailey said that his accomplishments include playing the bazooka. This is not quite as unlikely as it seemed to many readers, since the portable tubular rocket-launcher was named after a musical instrument invented by the American comedian Bob Burns. But it is still incorrect: the instrument Bailey plays is the bouzouki, a Greek long-necked stringed musical instrument related to the mandolin

Your current tour is called Bill Bailey's Remarkable Guide to the Orchestra. What can we expect from the show?

It takes the form of me introducing sections of an orchestra – the woodwind, strings, percussion and so on – and in a rather irreverent way describing how they make up the overall sound. It's like a double act between me and the orchestra, with the orchestra providing the musical punchlines.

How did you get them on your side?

The worry the orchestra had was that I'd make them wear silly costumes and play watering cans and hosepipes. I had to convince them they would be featured in a way that celebrates an orchestra rather than makes fun of it. I take music very seriously. I'm not trivialising it, even though it's meant to be a comic guide.

You're a classically trained musician. What do you play?

I play the piano and that's how I learned about music. I then taught myself the guitar, drums, percussion and various other things, such as the bazooka, the mandolin, the Theremin, the alpine horn, the didgeridoo.

You were gigging on the comedy circuit for years before you achieved your success. Was there a time when people told you to "get a proper job"?

Yes. In 1994 I was doing a two-hander with Sean Lock in Edinburgh and there were more people in the cast than the audience. It was pretty grim, quite a chastening experience. The following year, I did a solo stand-up for the first time. I was in a tiny little room in the Gilded Balloon, the show started at 10 to midnight, there were a good number of drunks, waifs and strays about and then I looked out and the audience was filled with TV comedians, people I'd admired and looked up to. Suddenly there was management and DVD offers coming in.

Do you miss the tiny venues now that you are doing stadium gigs?

I still play them. Small is often where the best moments are. The devil's in the detail and sometimes if you're thinking too big, you can miss the detail.

There's an idea that comedians are depressives. Is that true with you?

It's certainly true of some people, but I wouldn't count myself. I've always been reasonably upbeat about most things. I see comedy as a vocation; it's something to be positive about. Sometimes you get moments when you don't know where your inspiration is going to come from or the gigs don't go well, but I have always been fairly grounded.

You don't seem to do offensive comedy.

My comedy has never been about that; it's always been about how I can include people. That's more of a challenge. It's easy to offend people; it's harder to include them in comedy and not to compromise on the subject matter.

Do you think any subjects should be off-limits?

No. There are subjects that are always taboo, which people find difficult to even talk about, and when comedians tackle those subjects head-on, it will offend people. But some people find it liberating. It's almost cathartic to talk and laugh not about the subject itself, but our attitude to it. If you use that as your angle into comedy, then no subjects are off-limits.

There doesn't seem to be much political comedy at the moment.

There's a genuine sense of utter fatigue with the news and current affairs. People want escapism – comedy that's easy and accessible, that's not edgy or particularly offensive.

Are you talking about Michael McIntyre?

Yes. Simple observational comedy. It's been around for decades, people crave it. They've had enough of politics; they're sick of corruption.

Isn't that comedy rather bland?

It's not pushing any boundaries at all, but comedy goes in cycles and we're in a phase. It's down to the public mood and you can't argue with that. Michael McIntyre is very successful. People enjoy him, they have a laugh. You can't be too analytical about it.